CBOE EFA ETF Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:159.97% (-6.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 20.53 | |
| 0.2174 | 17.47 | |
| 0.8088 | 136.02 | |
| -0.1544 | -8.90 |
Estimation Period:
Jan 2, 2008 to Oct 10, 2025
Jan 2, 2008 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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